-61.4%
NVD vs ADVB
+5.8%
-67.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | -11.1% | -3.8% | -7.3% | -11.0% |
| 30D | -13.3% | +17.6% | -30.8% | -13.8% |
| 3M | -19.8% | +119.1% | -139.0% | -24.4% |
| 6M | -48.8% | +103.4% | -152.2% | -51.2% |
| YTD | -49.7% | +59.8% | -109.5% | -51.7% |
| 1Y | -61.4% | +8.5% | -69.9% | -62.1% |
| All | -61.4% | +5.8% | -67.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling